IntraDayRequest

A request to TIME_SERIES_INTRADAY, which returns open-high-low-close-volume bars sampled within the trading day at an Interval the caller picks.

It is the most heavily parameterised of the cadences, because a bar narrow enough to sample intraday raises questions the wider cadences never face: how narrow (interval), whether the pre-market and after-hours sessions count (extendedHours), whether prices are adjusted for splits and dividends (adjusted), and which slice of history to read, since the full archive reaches back to 2000 and is far too large to return at once (month and outputSize).

The two flags default to off here, which is the opposite of what the endpoint assumes when they are omitted — and they are never omitted, since both are primitive boolean fields and so always reach the query string. A request built without touching them therefore asks for unadjusted regular-session bars.